in that sentence 직접 means 'by yourself'

fold the newspaper and go down 직접 직접 : 중간에 아무것도 끼거나 거치지 않고 바로 " directly " can be translated into 직접 in Korean, but it's not natural in a sentence which you wrote down. 신문은 접어서 보고 직접 가지고 내려야 합니다.--> 신문은 접어서 보고 (본 사람이)직접 가지고 내려야 합니다. After reading a newspaper, some people put a newspaper on a shelf on the subway. This is not an etiquette of using public transportation. So people say " (A person who reads a newspaper on the subway should) fold a newspaper and get off with it oneself

In this sentence, 직접 means "personally, in person" 신문은 접어서 보고 직접 가지고 내려야 합니다. You should read the newspaper after folding it and get off with it personally.